Share price$8.91
1D+1.8%
Sold putSold call
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Market datapartial · fetched 2026-10-23T15:06:43.880Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-23T15:06:36.907782249Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 7.76 | 103.8% | 19.2% | |||
| 30Δ | 8.23 | 107.3% | 17.7% | |||
| 35Δ | 8.70 | 110.8% | 16.2% | |||
| 40Δ | 9.18 | 114.3% | 14.8% | |||
| 45Δ | 9.65 | 117.8% | 13.3% | |||
| 50Δ | 10.13 | 121.3% | 11.8% | |||
| 55Δ | 10.60 | 124.9% | 10.3% | |||
| 60Δ | 11.08 | 128.4% | 8.8% | |||
| 65Δ | 11.55 | 131.9% | 7.3% | |||
| 70Δ | 12.03 | 135.4% | 5.8% | |||
| 75Δ | 7.49 | 127.4% | 6.6% | 12.50 | 138.9% | 4.3% |
| 80Δ | 6.77 | 142.8% | 5.4% | 16.11 | 189.8% | 4.0% |
No recorded observations